Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47450.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46056.43 Kr¶

PnL: ---------------------------------------> -832.14 Kr¶

DD now: ---------------------------------> -2.426 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 11:20:35.866753'

Anic Portfolio¶

Today¶

Return: -0.952 %¶

This Week¶

Return: -0.175 %¶

Total¶

Return: 55.34 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Beijer Electronics Group 26 -2.810000 3057.600000 86.600000 2.910000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 -1.020000 631.300000 54.300000 9.410000 576.999999
SAAB B 8 0.610000 3422.400000 45.400000 1.340000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -6.540000 395.900000 40.900000 11.520000 355.000000
OEM International B 7 -1.370000 553.700000 25.700000 4.870000 527.999997
Norva24 Group 16 -1.230000 565.120000 22.120000 4.070000 543.000000
MedCap 2 -1.790000 438.000000 17.000000 4.040000 421.000000
Intrum 4 -1.740000 543.200000 16.200000 3.070000 527.000000
Eastnine 4 -0.630000 504.800000 13.800000 2.810000 491.000000
HMS Networks 2 -3.490000 686.400000 13.400000 1.990000 673.000000
Coor Service Management Hold. 8 -1.310000 544.400000 12.400000 2.330000 532.000000
AcadeMedia 12 -0.800000 564.480000 7.480000 1.340000 557.000004
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.540000 571.200000 1.200000 0.210000 570.000000
Swedbank A 3 -0.370000 565.050000 1.050000 0.190000 564.000000
Samhällsbyggnadsbo. i Norden D 12 -4.020000 246.480000 0.480000 0.200000 246.000000
Essity B 2 0.700000 574.200000 0.200000 0.030000 574.000000
Essity A 4 0.350000 1148.000000 -1.000000 -0.090000 1149.000000
Handelsbanken A 5 0.510000 543.750000 -2.250000 -0.410000 546.000000
Resurs Holding 22 -1.410000 571.120000 -2.880000 -0.500000 573.999998
Boozt 12 -4.320000 1648.800000 -5.200000 -0.310000 1653.999996
Midsona B 63 0.000000 574.560000 -8.440000 -1.450000 582.999984
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
CTEK 13 -2.410000 520.780000 -13.220000 -2.480000 533.999999
Nordea Bank Abp 29 -0.620000 3417.940000 -36.060000 -1.040000 3453.999992
Vivesto 1368 -3.070000 552.400000 -60.600000 -9.890000 612.999432
International Petroleum Corp. 5 -4.910000 533.000000 -61.570000 -10.360000 594.565215
Sampo Oyj SDB 7 0.560000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 -0.500000 3610.100000 -145.900000 -3.880000 3756.000001
OX2 18 -2.180000 1494.000000 -170.000000 -10.220000 1663.999992
Fasadgruppen Group 35 1.520000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -2.260000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46056.430000 -832.140000 -2.42598% 46888.564618

Updated:¶

'2023-01-19 11:20:48.714777'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶